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The aim of this study was to investigate the dynamic properties of potassium chloride, AN solutions and a commercial emulsion explosive and to understand their response in terms of shock theory and material properties. A plate impact facility was used to shock the KCl, subjecting it to a uni-axial strain state for the duration of the measurements. Stress and strain histories were recorded using piezo-resistive gauges. KCl is an ionic crystal which, when subject to shocks above 2.2 GPa, has a martensitic phase transformation. The stress histories were explained in terms of the shock and release waves. A novel technique was used to record the reverse phase transformation and to calculate the hysteresis. The assumption that a uni-axial strain state exists behind a phase transformation was verified, for the first time, experimentally. Two techniques were demonstrated that reduce and quantify the piezo-electric response of KCl. Conclusions from this investigation were analysed by two different types of computational simulation. Using a similar methodology to the KCl work a technique has been developed to determine experimentally the Hugoniot of liquids up to pressures of 10 GPa. The Hugoniots of a variety of AN solutions of different strengths and temperatures were recorded. The results were shown to agree with the predictions of two simple equations of state. The technique developed for AN solutions was applied to a commercial emulsion explosive (based on an AN solution) and the Hugoniot determined. The explosive was sensitised by adding quantities of glass micro-balloons and the pressures which induced the first stages of reaction for a given sensitisation were deduced.